In the start-menu, you'll see an option called "Run" or something like that. Click on it.
Type 'cmd' or if that doesn't work, 'command'. (I forget which one it is, since i don't use Windows 9x/NT much (not))
A window with the DOS prompt should pop up, at the command prompt type:

C:\Windows\>perl script.pl
[download]

Where script.pl is the name of the script you're trying to execute.
If that doesn't work, you'll either need to download and install the perl interpreter
or add your perl directory to your path.

-- ar0n | Just Another Perl Joe